{********************************************************
Non-decimated Haar Wavelet Coefficients
Copyright (c) Trade Smart Research Group 2002
Notes: The math is based on Multiresolution Analysis of Time Series www.multiresolutions.com
********************************************************}
Inputs: Price(MedianPrice), { a price series }
FirstScale(4) { number of scales must be <= 6 },
NSigma(3); { threshold value signal / noise }
vars: count(0), scales(1); {definition of variables}
Array: ArrayPrice[511](0); {definition of Array}
defineDLLFunc: "tswvl.DLL", FLOAT, "RUNWVL",LPFLOAT,int,float; {definition dll}
defineDLLFunc: "tswvl.DLL", FLOAT, "GETALLVALUES",int,int;
scales = FirstScale + 4;
for count = 0 to power(2, Scales) - 1 begin {the task of elements of Array}
ArrayPrice[count] = Price[count];
end;
Value2 = RUNWVL(&ArrayPrice[0], scales, NSigma); {call dll function}
Value3 = GetAllValues(3,FirstScale);
Value4 = GetAllValues(3,FirstScale + 1);
Value5 = GetAllValues(3,FirstScale + 2);
Value6 = GetAllValues(3,FirstScale + 3);
Plot1(value3, "First"); { drawing of charts }
Plot2(value4, " First +1");
Plot3(value5, " First +2");
Plot4(value6, " First +3");
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